I dare say it's much harder than it looks to play a theramin in any meaningful way beyond making 'other worldly' spooky sounds.
This is a very impressive demonstration of a theramin being expertly played in a cover version of the Gnarles Barclay's song 'Crazy'.
https://www.youtube.com/watch?v=mW0B1sipLBI
Here's the Gnarles Barclay original:
https://www.youtube.com/watch?v=mW0B1sipLBI